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0.797Net Profit
13.81PSR
0.352Sharpe Ratio
0.005Alpha
-0.009Beta
0.398CAR
0.7Drawdown
0Loss Rate
12Parameters
0Security Types
0.939Sortino Ratio
502Tradeable Dates
2Trades
-0.475Treynor Ratio
0.8Win Rate
ki started the discussion Unexpected Market Order
I have no idea why my program place some order while no insight was emitted from the alpha model....
ki started the discussion [HELP] Different resolution for different part of alpha framework
Hi there,
ki left a comment in the discussion Unexpected Market Order
I tried to change the insight period and the order closed before insight expired. May I ask is...
0.797Net Profit
13.81PSR
0.352Sharpe Ratio
0.005Alpha
-0.009Beta
0.398CAR
0.7Drawdown
0Loss Rate
12Parameters
0Security Types
0.939Sortino Ratio
502Tradeable Dates
2Trades
-0.475Treynor Ratio
0.8Win Rate
ki started the discussion Unexpected Market Order
I have no idea why my program place some order while no insight was emitted from the alpha model....
ki started the discussion [HELP] Different resolution for different part of alpha framework
Hi there,
ki left a comment in the discussion Unexpected Market Order
Hi Vladimir,
ki left a comment in the discussion Unexpected Market Order
I tried to change the insight period and the order closed before insight expired. May I ask is...
ki left a comment in the discussion Unexpected Market Order
Hi Vladimir,
3 years ago